I've been a fan of This Old House for ages, so it's a bit of my go to for how to do things very right. Since they are watched by a large audience all around the US (and probably elsewhere in the world), it seems that they go overkill to exceed building codes, expecting that people will probably shortcut some of their methods, yet hoping that despite the shortcuts, their work will still meet local code. (At least that's what I believe, I have no empirical proof that this is the case.)
Step 3 from this This Old House website link:
Cut a 6-inch-wide strip of self-adhering waterproof membrane (or a 9- to 12-inch-wide strip of 15-pound builder's felt) 18 to 24 inches longer than the window's width. Center the membrane under the rough opening and adhere it to the existing builder's felt or house wrap. Make sure its top edge doesn't extend above the edge of the opening.
Cut two more strips of membrane (or felt) 1 foot longer than the height of the opening. Center and attach them along each side of the opening, overlapping the strip under the window.
Cut another strip of membrane (or felt) 1 foot longer than the window is wide; center and attach it across the top of the rough opening so that it overlaps the two side strips.
TIP: When applying flashing, layer the material so that any water running down the wall is directed out: Seams should never face up.
Note that the "tape" in this case is a self adhering waterproof/rubber membrane and not what one generally thinks of as "tape" (i.e. not something to hold a box closed).
Of course, it can be done without any "tape" at all, using roofing/builders felt (felt soaked in asphalt, making it highly water resistant) if that is allowed by the building codes in your jurisdiction.
You would need to find some sort of a self-adhesive membrane available near you. Any building supply store, and possibly a large DIY home-improvement store, should have something.
Long story short, you need to find a waterproof tape/membrane material that you can adhere to the rough opening, have some metal flashing for the top of the window, and you rely on the nailing flange of at the bottom of the window (attached at the factory) to be the "flashing" for the bottom of the window itself.
Just about any sort of waterproof membrane/tape will do the job. I have seen, on TOH, that they have used lead sheet to waterproof a window install on a recent show (something either in the most current season or the one previous - I don't recall the exact episode). So don't discount using that if necessary. Of course, you'll want to wash your hands before grabbing your sandwich for lunch, but once it's installed there's no danger from the lead because it will be buried under the window and whatever siding material you're using.